CME eMini Russell 2000 Future March 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
750.0 |
727.8 |
-22.2 |
-3.0% |
774.0 |
| High |
753.1 |
734.7 |
-18.4 |
-2.4% |
775.7 |
| Low |
722.1 |
716.7 |
-5.4 |
-0.7% |
722.1 |
| Close |
727.2 |
726.8 |
-0.4 |
-0.1% |
727.2 |
| Range |
31.0 |
18.0 |
-13.0 |
-41.9% |
53.6 |
| ATR |
18.5 |
18.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
198,483 |
322,061 |
123,578 |
62.3% |
685,072 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780.1 |
771.4 |
736.7 |
|
| R3 |
762.1 |
753.4 |
731.8 |
|
| R2 |
744.1 |
744.1 |
730.1 |
|
| R1 |
735.4 |
735.4 |
728.5 |
730.8 |
| PP |
726.1 |
726.1 |
726.1 |
723.7 |
| S1 |
717.4 |
717.4 |
725.2 |
712.8 |
| S2 |
708.1 |
708.1 |
723.5 |
|
| S3 |
690.1 |
699.4 |
721.9 |
|
| S4 |
672.1 |
681.4 |
716.9 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.5 |
868.4 |
756.7 |
|
| R3 |
848.9 |
814.8 |
741.9 |
|
| R2 |
795.3 |
795.3 |
737.0 |
|
| R1 |
761.2 |
761.2 |
732.1 |
751.5 |
| PP |
741.7 |
741.7 |
741.7 |
736.8 |
| S1 |
707.6 |
707.6 |
722.3 |
697.9 |
| S2 |
688.1 |
688.1 |
717.4 |
|
| S3 |
634.5 |
654.0 |
712.5 |
|
| S4 |
580.9 |
600.4 |
697.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
775.7 |
716.7 |
59.0 |
8.1% |
19.7 |
2.7% |
17% |
False |
True |
201,426 |
| 10 |
804.7 |
716.7 |
88.0 |
12.1% |
18.0 |
2.5% |
11% |
False |
True |
173,805 |
| 20 |
804.7 |
716.7 |
88.0 |
12.1% |
18.3 |
2.5% |
11% |
False |
True |
169,059 |
| 40 |
804.7 |
716.7 |
88.0 |
12.1% |
18.1 |
2.5% |
11% |
False |
True |
84,780 |
| 60 |
855.2 |
716.7 |
138.5 |
19.1% |
18.4 |
2.5% |
7% |
False |
True |
56,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811.2 |
|
2.618 |
781.8 |
|
1.618 |
763.8 |
|
1.000 |
752.7 |
|
0.618 |
745.8 |
|
HIGH |
734.7 |
|
0.618 |
727.8 |
|
0.500 |
725.7 |
|
0.382 |
723.6 |
|
LOW |
716.7 |
|
0.618 |
705.6 |
|
1.000 |
698.7 |
|
1.618 |
687.6 |
|
2.618 |
669.6 |
|
4.250 |
640.2 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
726.4 |
739.8 |
| PP |
726.1 |
735.5 |
| S1 |
725.7 |
731.1 |
|